If you are using the term "close" relative to the distances of bodies in space, then distance from said object plays little to no role in the act of bending light. The main factor is gravitational pull. Say you were a mere few meters away from a black hole(disregarding the fact that you would be able to see no light) if you could still see, the light would be greatly warped due to the immense gravitational pull. Now if you were on earth and the gravitational pull was from an object such as the sun or Jupiter(even though jupiter's effect on the light is very slight, so we will pay attention to that of the sun) then the effect is noticeable. If mercury, for example, was slightly behind the sun to where we would not be able to view it, we would still see a distorted image of the planet. So, to sum all this up, yes, it would work close up.